Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49436.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45375.19 Kr¶

PnL: ---------------------------------------> 319.19 Kr¶

DD now: ---------------------------------> -6.935 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:37:21.238839'

Anic Portfolio¶

Today¶

Return: 1.152 %¶

This Week¶

Return: 0.27 %¶

Total portfolio value¶

Return including deposits: 61.842 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.590000 1670.580000 201.580000 13.720000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 5.650000 2172.600000 129.600000 6.340000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 4.200000 992.500000 57.500000 6.150000 935.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 3.140000 905.400000 41.400000 4.790000 864.000000
Catena 2 3.590000 832.000000 40.000000 5.050000 792.000000
Sagax B 4 2.910000 892.000000 38.000000 4.450000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Bilia A 8 2.130000 919.200000 19.200000 2.130000 900.000000
Hexatronic Group 12 1.830000 985.920000 18.920000 1.960000 966.999996
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
BioGaia B 8 1.110000 944.800000 14.800000 1.590000 930.000000
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
OX2 13 0.620000 946.400000 -3.600000 -0.380000 949.999999
Byggmax Group 33 -0.070000 952.380000 -3.620000 -0.380000 956.000001
Biotage 7 -0.890000 934.500000 -6.500000 -0.690000 940.999997
EQT 4 -0.340000 825.200000 -6.800000 -0.820000 832.000000
ASSA ABLOY B 3 -0.810000 769.500000 -9.500000 -1.220000 779.000001
Alimak Group 11 -0.360000 914.100000 -13.900000 -1.500000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -2.310000 910.500000 -29.500000 -3.140000 940.000000
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Addnode Group B 11 -1.650000 886.600000 -34.400000 -3.740000 921.000003
Latour B 4 -0.390000 814.800000 -42.200000 -4.920000 857.000000
Vitec Software Group B 2 0.190000 1044.000000 -43.000000 -3.960000 1087.000000
Indutrade 5 1.120000 1174.000000 -44.000000 -3.610000 1218.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.480000 1037.400000 -71.600000 -6.460000 1109.000001
BHG Group 97 1.720000 1378.370000 -80.630000 -5.530000 1458.999989
TOTAL 45375.190000 319.190000 -6.9351% 45056.000411

Updated:¶

'2023-07-04 12:37:38.405210'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶